5.75Open10.55Pre Close7 Volume7 Open Interest55.00Strike Price4.03KTurnover68.34%IV3.88%PremiumNov 15, 2024Expiry Date3.48Intrinsic Value100Multiplier14DDays to Expiry2.27Extrinsic Value100Contract SizeAmericanOptions Type0.7019Delta0.0434Gamma11.25Leverage Ratio-0.1005Theta0.0143Rho7.89Eff Leverage0.0405Vega